Comment in blog is also good but make sure that blog allow do follow link.If not you just wasting your time left your link there.
Social bookmarking sites are the very easy way to get backlinks, but remember about permanent and High PR
If you want to link exchange http://linkmetro.com is the best place. You can find sites related to your niche to exchange with. I really like their site. Blog commenting is also good. Get on a couple top blogs "Top Commenter" list adn you will have some great back links.
It requires time to build 'large amount' of quality backlinks. Social bookmarking, blog commenting, article marketing, directory submission are some of the most effective.
Yes you can submit your site in the different Directoris like Social booking, Blog Posting and Article Submission etc... and also look for dofollow forums.
some good advice here... For a novice how do you tell the difference between a follow and ano follow link when you post ?
There are many way you can create large amount back link by directory submission, article submission, blog comment, forum posting, press relise submission, yahoo answer